TIME Options History — October 2022 In October 2022, TIME traded between $16.44 and $18.01. ATM implied volatility averaged 75.7%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 36.6% (HV 20d: 39.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2022-10-12 : Largest IV drop — 34.4% change2022-10-11 : Highest IV Rank — 51.1%2022-10-31 : Largest Expected Move — 24.1%Monthly Statistics Metric Avg Min Max Open Close Price $17.20 $16.44 $18.01 $18.01 $17.06 ATM IV 75.7% 65.6% 106.1% 68.8% 84.1% Expected Move 20.3% 16.9% 24.1% 19.7% 24.1% HV 20d 39.1% 34.6% 41.3% 36.4% 37.9% HV 60d 69.6% 68.7% 70.5% 69.0% 68.9% IV Rank 35.4% 30.1% 51.1% 31.8% 39.7% IV Percentile 83.5% 70.6% 97.2% 79.0% 91.3% Term Structure -13.6% -25.1% 23.2% -17.4% -24.3% Skew 25d 4.8% 2.3% 7.8% 4.6% 2.8% Skew 10d 1.8% -5.9% 8.9% 8.7% 0.5% Call IV 25d 79.6% 64.4% 99.1% 79.6% 99.1% Put IV 25d 84.3% 69.1% 101.9% 84.2% 101.9% Bid-Ask Spread % 156.94 137.16 161.65 140.33 160.60 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-10-04 $18.01 $0.00 68.8% 19.7% 36.4% 31.8% 0.0% 4.6% -17.4% 0 0 0 0.00 140.33 N/A N/A 0 0 0 0 2022-10-05 $17.77 $0.00 69.6% 19.9% 36.7% 32.2% 0.0% 4.3% -20.3% 0 0 0 0.00 137.16 N/A N/A 0 0 0 0 2022-10-06 $17.98 $0.00 84.6% 16.9% 37.0% 40.0% 0.0% 4.7% -15.7% 0 0 0 0.00 160.55 N/A N/A 0 0 0 0 2022-10-07 $17.94 $0.00 88.5% 17.1% 34.6% 42.0% 0.0% 7.8% -13.9% 0 0 0 0.00 158.58 N/A N/A 0 0 0 0 2022-10-11 $16.62 $0.00 106.1% 18.8% 41.3% 51.1% 0.0% 7.2% -21.0% 0 0 0 0.00 156.65 N/A N/A 0 0 0 0 2022-10-12 $16.59 $0.00 69.6% 19.9% 40.7% 32.2% 0.0% 4.4% -22.9% 0 0 0 0.00 159.43 N/A N/A 0 0 0 0 2022-10-13 $16.70 $0.00 66.7% 19.1% 40.9% 30.7% 0.0% 6.6% -20.7% 0 0 0 0.00 157.49 N/A N/A 0 0 0 0 2022-10-14 $16.44 $0.00 71.5% 20.5% 39.6% 33.2% 0.0% 3.9% -25.1% 0 0 0 0.00 156.93 N/A N/A 0 0 0 0 2022-10-17 $16.89 $0.00 69.8% 20.0% 40.3% 32.3% 0.0% 6.7% -22.8% 0 0 0 0.00 159.10 N/A N/A 0 0 0 0 2022-10-18 $17.10 $0.00 71.7% 20.6% 40.6% 33.3% 0.0% 4.6% -24.8% 0 0 0 0.00 160.65 N/A N/A 0 0 0 0 2022-10-19 $17.05 $0.00 71.7% 20.6% 40.4% 33.3% 0.0% 2.8% -24.8% 0 0 0 0.00 160.15 N/A N/A 0 0 0 0 2022-10-20 $17.03 $0.00 73.0% 20.9% 40.4% 34.0% 0.0% 3.4% 21.7% 0 0 0 0.00 161.65 N/A N/A 0 0 0 0 2022-10-21 $17.28 $0.00 70.9% 20.3% 40.5% 32.9% 0.0% 5.9% 23.2% 0 0 0 0.00 159.00 N/A N/A 0 0 0 0 2022-10-24 $17.29 $0.00 74.3% 21.3% 39.8% 34.6% 0.0% 5.2% 21.8% 0 0 0 0.00 160.02 N/A N/A 0 0 0 0 2022-10-25 $17.50 $0.00 75.9% 21.8% 39.0% 35.5% 0.0% 5.0% -16.6% 0 0 0 0.00 161.30 N/A N/A 0 0 0 0 2022-10-26 $17.28 $0.00 65.6% 18.8% 39.2% 30.1% 0.0% 3.8% -15.5% 0 0 0 0.00 152.87 N/A N/A 0 0 0 0 2022-10-27 $17.05 $0.00 78.4% 22.5% 39.5% 36.7% 0.0% 2.3% -21.4% 0 0 0 0.00 160.49 N/A N/A 0 0 0 0 2022-10-28 $17.14 $0.00 77.6% 22.2% 37.9% 36.3% 0.0% 4.5% -18.9% 0 0 0 0.00 158.91 N/A N/A 0 0 0 0 2022-10-31 $17.06 $0.00 84.1% 24.1% 37.9% 39.7% 0.0% 2.8% -24.3% 0 0 0 0.00 160.60 N/A N/A 0 0 0 0
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